| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 12 | 8.3 | 83 | 5 | 7 | (7) | (13) | 0 | 90 |
| 60 | 7 | 3.8 | 58 | 2 | 10 | (6) | (24) | (1) | 95 |
| 120 | 2 | 1.1 | 54 | 0 | 8 | (7) | (35) | (1) | 93 |
| 250 | 3 | 1.4 | 55 | 1 | 9 | (9) | (44) | (2) | 94 |
| 500 | 8 | 2.9 | 58 | 3 | 13 | (10) | (77) | (2) | 94 |
| 760 | 9 | 3 | 58 | 3 | 13 | (10) | (77) | (2) | 94 |
| 1260 | 5 | 2 | 52 | 2 | 11 | (8) | (77) | (3) | 94 |
| 2520 | 5 | 1.9 | 50 | 2 | 12 | (8) | (83) | (4) | 94 |
| All | 3 | 1.4 | 49 | 1 | 11 | (8) | (113) | (4) | 93 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 1 | 0.3 | 0.3 | (0.2) | 0.2 | 0 | 0.9 | 0.2 | 0.2 | 0.5 | 0.4 | 1.3 | 4.9 | 1.7 | 51.8 | 249.2 | (0.5) | (1.6) | 0.4 | 0.2 |
| 2017 | (0.1) | (0.1) | 1 | 0.2 | 0.6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.6 | 2.5 | 56.3 | 93 | (0.2) | (0.5) | 0.3 | 0.1 |
| 2016 | 3.5 | 2.1 | 0.2 | 0.2 | (0.5) | 0.2 | 2.3 | (0.5) | 0 | 0.2 | (0.5) | (0.6) | 6.6 | 2.1 | 54.3 | 241 | (0.8) | (1.7) | 0.4 | 0.2 |
| 2015 | 1.3 | (0.7) | 1.7 | (0.7) | 0.1 | (0.3) | 2.7 | 1.9 | 0.3 | (0.4) | 0.8 | 3.1 | 9.8 | 3.1 | 59 | 257 | (0.6) | (1.7) | 0.5 | 0.2 |
| 2014 | 0.2 | 0 | (0.1) | (0.1) | (0.2) | (0.2) | 0 | 0.3 | 0 | 1.6 | 1.3 | 4.7 | 7.5 | 3.4 | 52.9 | 241 | (0.3) | (1.4) | 0.4 | 0.2 |
| 2013 | (0.1) | 0.1 | (0.3) | (0.2) | 0 | (0.4) | (0.2) | (0.7) | 0.4 | 0.3 | 0.4 | (0.7) | (1.4) | (1.2) | 44.8 | 255 | (0.4) | (2.1) | 0.4 | 0.2 |
| 2012 | 0 | (0.1) | 0.1 | (0.1) | 1.6 | 0.8 | (0.3) | (0.2) | 0.1 | 0.6 | (0.2) | (0.1) | 2.2 | 1.2 | 47.8 | 252 | (0.5) | (0.9) | 0.4 | 0.2 |
| 2011 | 0.4 | 0.1 | (0.4) | (0.8) | 1.7 | 1.2 | (0.1) | 1.4 | 1.2 | (1.5) | (0.1) | 0.1 | 3.2 | 1.2 | 48.4 | 249 | (0.4) | (2.7) | 0.3 | 0.2 |
| 2010 | 0.4 | (0.5) | (0.2) | (0.2) | 2.3 | (0.1) | (0.1) | 0.2 | (0.6) | (0.4) | (0.8) | (0.5) | (0.5) | (0.3) | 46.6 | 246 | (0.4) | (2.9) | 0.4 | 0.1 |
| 2009 | 1.5 | 1.4 | (1.2) | 0.7 | (0.3) | 0.1 | 1.4 | 0.1 | 0.3 | (0.2) | 0.1 | 0.7 | 4.6 | 1.7 | 45.8 | 239 | (0.7) | (1.6) | 0.4 | 0.1 |
| 2008 | 0 | (0.5) | 0.2 | 0 | (0.6) | (0.3) | 1.3 | 0.6 | 2.2 | 4.6 | 2.9 | 6.2 | 16.6 | 3.8 | 55.6 | 234 | (0.8) | (1.8) | 0.5 | 0.2 |
| 2007 | 0.4 | (0.5) | 0.2 | 0.1 | 0.6 | (0.1) | (0.5) | 0.6 | (0.4) | (0.8) | 0.3 | (0.1) | (0.2) | (0.1) | 41.8 | 238 | (0.5) | (2.5) | 0.4 | 0.1 |
| 2006 | (0.7) | 1.1 | (0.2) | (0.1) | 0.1 | (0.3) | 0 | 0.2 | 1.6 | 0.8 | (0.3) | 0.4 | 2.6 | 1.2 | 52.9 | 248 | (0.4) | (1.4) | 0.4 | 0.2 |
| 2005 | (0.4) | 0.2 | (0.2) | 0.9 | 0.2 | (0.3) | (0.5) | (0.9) | (0.1) | 0.3 | 0.5 | (0.8) | (1.1) | (0.7) | 46 | 241 | (0.4) | (2.7) | 0.4 | 0.1 |
| 2004 | (0.1) | (0.4) | 0.1 | (0.6) | (0.1) | 0.8 | (0.7) | 0.1 | (0.6) | (0.1) | 0.8 | 2.8 | 2 | 0.9 | 49 | 244 | (0.4) | (2) | 0.4 | 0.1 |
| 2003 | (0.7) | (0.2) | 2.1 | 1.6 | (0.5) | 0 | (0.2) | (0.4) | 1.1 | 0.4 | (0.7) | (0.9) | 1.6 | 0.7 | 45.1 | 236 | (0.4) | (1.6) | 0.3 | 0.1 |
| 2002 | 0.9 | (0.8) | (0.6) | (0.2) | 0.5 | (0.6) | (0.2) | (0.1) | (0.1) | 0.9 | 0 | (0.1) | (0.4) | (0.2) | 44.6 | 225 | (0.4) | (2.2) | 0.3 | 0.1 |
| 2001 | (0.7) | 0 | 0.3 | (0.2) | 0.3 | 0.7 | 0 | (0.6) | 2 | 0.9 | 1.8 | 0.8 | 5.3 | 1.6 | 49.8 | 248 | (1.1) | (1.7) | 0.4 | 0.2 |
| 2000 | (0.1) | (0.8) | (0.2) | 0.6 | (0.5) | (0.9) | 0.9 | (0.9) | 1.2 | (0.7) | (1.1) | 2.5 | 0 | 0 | 44.4 | 232 | (0.6) | (2.7) | 0.4 | 0.1 |